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Regular version of the site

Article

Исследование факторов системной значимости глобальных банков

Банковское дело. 2014. Т. 10. С. 82-91.
Пеникас Г. И., Анохина М. В.
The increased role of financial institutions in the economy leads to a need to determine those that are systemically important. The bankruptcy of such institutions creates negative effects for the economy on the global scale. The aim of this article is to identify important financial coefficients that can be used in the methodology of identification of G-SIB. Models of binary choice and models of ordered choice are used in this article, several models are highly predictive. Besides this paper has revealed several financial coefficients, that helped to find the probabilities of G-SIB for Russian banks. The list of systemically important banks compare with the one suggested by Central Bank.